DZ Bank Call 450 LOR 20.09.2024
/ DE000DJ26VT1
DZ Bank Call 450 LOR 20.09.2024/ DE000DJ26VT1 /
| 30/07/2024 21:35:17 |
Chg.+0.080 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+42.11% |
0.270
Bid Size: 500 |
0.420
Ask Size: 500 |
L OREAL INH. E... |
450.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26VT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
115.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-5.74 |
| Time value: |
0.34 |
| Break-even: |
453.40 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.15 |
| Spread %: |
78.95% |
| Delta: |
0.15 |
| Theta: |
-0.11 |
| Omega: |
17.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.140 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-57.81% |
| 3 Months |
|
|
-86.89% |
| YTD |
|
|
-92.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.670 |
0.170 |
| 6M High / 6M Low: |
3.900 |
0.170 |
| High (YTD): |
05/02/2024 |
3.900 |
| Low (YTD): |
25/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.894 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.32% |
| Volatility 6M: |
|
259.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
